+34.8%
ALB vs LH
+261.9%
-227.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.1% |
| 7D | +5.3% | +4.8% | +0.5% | +2.6% |
| 30D | -6.3% | +18.8% | -25.1% | -15.1% |
| 3M | -27.4% | +15.7% | -43.1% | -33.5% |
| 6M | -53.1% | +46.7% | -99.7% | -62.7% |
| YTD | -32.3% | +48.9% | -81.2% | -46.8% |
| 1Y | -7.3% | +43.5% | -50.8% | -25.6% |
| 3Y | -14.9% | +86.9% | -101.8% | -40.7% |
| 5Y | -62.0% | +60.4% | -122.4% | -71.8% |
| All | +34.8% | +261.9% | -227.1% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling